+22.5%
AMPH vs SPY
+81.8%
-59.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.8% |
| 7D | -0.1% | +0.5% | -0.7% | -0.4% |
| 30D | +10.3% | -0.9% | +11.3% | +10.9% |
| 3M | +18.3% | +3.9% | +14.4% | +15.3% |
| 6M | +18.6% | +14.5% | +4.0% | +8.6% |
| YTD | -14.4% | +12.9% | -27.3% | -20.7% |
| 1Y | -21.6% | +19.4% | -41.0% | -29.6% |
| 3Y | -54.1% | +78.5% | -132.6% | -66.9% |
| 5Y | +22.5% | +81.8% | -59.3% | -14.0% |
| All | +22.5% | +81.8% | -59.3% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling